Survival energy models for mortality prediction and future prospects

IF 1.8 3区 经济学 Q2 ECONOMICS ASTIN Bulletin Pub Date : 2023-04-03 DOI:10.1017/asb.2023.10
Y. Shimizu, Kana Shirai, Yuta Kojima, Daiki Mitsuda, Mahiro Inoue
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Abstract

Abstract The survival energy model (SEM) is a recently introduced novel approach to mortality prediction, which offers a cohort-wise distribution function of the time of death as the first hitting time of a “survival energy” diffusion process to zero. In this study, we propose a novel SEM that can serve as a suitable candidate in the family of prediction models. We also proposed a method to improve the prediction in an earlier work. We further examine the practical advantages of SEM over existing mortality models.
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死亡率预测的生存能量模型及未来展望
生存能量模型(SEM)是近年来提出的一种新的死亡率预测方法,它提供了死亡时间作为“生存能量”扩散过程的第一次撞击时间的队列分布函数。在这项研究中,我们提出了一种新的扫描电镜,可以作为预测模型家族的合适候选人。我们在早期的工作中也提出了一种改进预测的方法。我们进一步研究了SEM相对于现有死亡率模型的实际优势。
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来源期刊
ASTIN Bulletin
ASTIN Bulletin 数学-数学跨学科应用
CiteScore
3.20
自引率
5.30%
发文量
24
审稿时长
>12 weeks
期刊介绍: ASTIN Bulletin publishes papers that are relevant to any branch of actuarial science and insurance mathematics. Its papers are quantitative and scientific in nature, and draw on theory and methods developed in any branch of the mathematical sciences including actuarial mathematics, statistics, probability, financial mathematics and econometrics.
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